TITLE

A SECOND LOOK AT DAY-OF-THE-WEEK EFFECTS IN TREASURY BILL RETURNS

AUTHOR(S)
Ferri, Michael G.; Goldstein, Steven J.; Oberhelman, H. Dennis
PUB. DATE
September 1984
SOURCE
Quarterly Journal of Business & Economics;Autumn84, Vol. 23 Issue 4, p46
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
Examines the question of whether daily returns on Treasury bills exhibit day-of-the-week effects in the U.S. Rate of maturity for the bills released by the Board of Governors of the U.S. Federal Reserve Board; Equation used in computing the prices from the rates and maturities of the bills; Methodology used in measuring daily patterns of the returns on Treasury bills.
ACCESSION #
7030052

 

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